Binomial valuation of lookback options (Q1583140)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1521677
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Binomial valuation of lookback options |
scientific article; zbMATH DE number 1521677 |
Statements
Binomial valuation of lookback options (English)
0 references
26 October 2000
0 references
binomial approximation
0 references
lookback options
0 references
contracts
0 references
0.8635247945785522
0 references
0.8389169573783875
0 references
0.8351386189460754
0 references
